Estimation of vector error correction models with mixed-frequency data (Q2852491): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:22, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of vector error correction models with mixed-frequency data |
scientific article |
Statements
Estimation of vector error correction models with mixed-frequency data (English)
0 references
9 October 2013
0 references
missing data
0 references
cointegration
0 references
state-space model
0 references
Kalman filter
0 references
expectation maximization algorithm
0 references
smoothing
0 references
